The aim of this paper is to provide one uniform representation of functional concepts for the whole field of financial infrastructures. This encompasses the part of the infrastructure with inherent systemic...
In comment letters published last week, banks have taken issue with Basel Committee guidance that would capitalise post-execution exposure to settlement risk
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Settlement risk articles
The revised guidance on managing settlement risk could distort the forex market if implemented inconsistently, but should ultimately lead to greater use of CLS, say market participants
Moves to overhaul Chaps will cut risk for central bank as well as members, says Chris Salmon, chief cashier at the Bank of England
Banks, market infrastructures and industry associations prepare to move forward with regulatory preparation, now that fx swaps and forwards are set to be exempt
68% of respondents to FX Week online poll believe CLS should be central clearer for FX products, but CLS insists it remains focused on mitigating settlement risk
Risk awards 2011
Derivatives clearing is one of the hottest regulatory topics at the moment around the world.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.